+54.3%
AR vs SPXS
-99.5%
+153.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.5% |
| 7D | +7.4% | -7.5% | +14.9% | +4.5% |
| 30D | +5.8% | +5.3% | +0.4% | +8.1% |
| 3M | +5.2% | +9.7% | -4.5% | +9.3% |
| 6M | +5.4% | -4.6% | +10.0% | +4.3% |
| YTD | +12.4% | -25.8% | +38.2% | +1.6% |
| 1Y | +12.8% | -28.8% | +41.6% | +0.7% |
| 3Y | +47.2% | -80.2% | +127.4% | -9.2% |
| 5Y | +101.1% | -83.2% | +184.4% | +39.4% |
| All | +54.3% | -99.5% | +153.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling